+5,070.7%
HD vs TD
+7,985.3%
-2,914.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | +4.3% | -1.7% | +6.0% | +5.3% |
| 30D | +20.2% | +8.2% | +12.0% | +15.6% |
| 3M | -1.0% | +1.7% | -2.7% | -2.0% |
| 6M | +7.9% | +14.2% | -6.3% | +0.6% |
| YTD | +2.0% | +32.8% | -30.8% | -11.9% |
| 1Y | -4.3% | +55.5% | -59.8% | -23.8% |
| 3Y | +25.9% | +129.6% | -103.7% | -18.6% |
| 5Y | +5.8% | +102.2% | -96.4% | -27.9% |
| 10Y | +262.5% | +306.3% | -43.8% | +69.5% |
| All | +5,070.7% | +7,985.3% | -2,914.6% | +517.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling